-11.4%
OWL vs WST
+23.5%
-34.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.2% | +1.4% | -2.5% | -1.3% |
| 30D | +7.6% | +12.7% | -5.1% | +6.3% |
| 3M | -10.7% | +17.2% | -27.8% | -12.2% |
| 6M | +0.9% | +26.7% | -25.8% | -1.8% |
| YTD | -27.3% | +50.3% | -77.6% | -30.9% |
| 1Y | -27.2% | +50.2% | -77.4% | -30.7% |
| 3Y | -11.4% | +21.7% | -33.2% | -18.5% |
| All | -11.4% | +23.5% | -34.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling